Support Board
Date/Time: Thu, 21 Nov 2024 21:57:24 +0000
Post From: ORDER BOOK MISSING ORDERS
| [2024-11-21 14:59:29] |
| John - SC Support - Posts: 36198 |
|
With both exchanges active, if you are using a symbol with the _MBO suffix, then you are getting the price and volume data from the "U.S. Equities Consolidated Tape" and the Market Depth data from the "NASDAQ TotalView". As such, there is no lack of data for the price and volumes as that is the consolidated tape data, it is only the Market Depth that is going to be different from other sources. This also means that the Cumulative Delta - Volume is going to be accurate, as the underlying data for that study is the volumes from the "U.S. Equities Consolidated Tape".
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